+71.7%
HST vs UPRO
+137.3%
-65.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -12.3% | -0.9% | -11.4% | -12.0% |
| 3M | -6.4% | +1.9% | -8.3% | -7.8% |
| 6M | +15.0% | +33.1% | -18.1% | +2.0% |
| YTD | +30.5% | +31.8% | -1.3% | +15.9% |
| 1Y | +35.7% | +48.3% | -12.6% | +14.4% |
| 3Y | +68.4% | +221.5% | -153.1% | +0.3% |
| All | +71.7% | +137.3% | -65.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling